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Adaptivity with moving grids

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68 C. J. Budd, W. Huang and R. D. Russell<br />

the Jacobian J. A measure for the skewness s of the mesh in Ω P is given by<br />

s = λ 1<br />

+ λ 2<br />

= (λ 1 + λ 2 ) 2<br />

− 2= trace(J)<br />

)2<br />

− 2=∆(P − 2, (3.45)<br />

λ 2 λ 1 λ 1 λ 2 det(J) H(P )<br />

where λ 1 and λ 2 are the (real and positive) eigenvalues of J. The skewness<br />

can be estimated in certain cases. One example of this arises in the<br />

scale-invariant meshes for the local singularities blow-up problems studied<br />

in Section 5, in which a sequence of meshes are calculated which, close to<br />

the singularity, take the form P (ξ,t) =Λ(t) ˆP (ξ) for an appropriate scaling<br />

function Λ(t). It is immediate that<br />

∆(P ) 2<br />

H(P ) − 2=∆( ˆP ) 2<br />

H( ˆP ) − 2,<br />

so that the skewness of the rescaled mesh is the same as the original. Hence,<br />

if an initially uniform mesh is used then the mesh close to the singularity<br />

will retain local uniformity.<br />

3.3.3. Solution of the Monge–Ampère equation<br />

The equation (3.41) can be solved either directly (Delzanno et al. 2008) or<br />

by a relaxation method.<br />

The direct method. The Monge–Ampère equation (Evans 1999, Gutiérrez<br />

2001) belongs to the class of fully nonlinear second-order equations and<br />

has two sources of nonlinearity. Firstly, the Hessian H(P ) is nonlinear in<br />

the second derivatives (except in the one-dimensional case). Secondly, the<br />

monitor function in general depends nonlinearly on the first derivatives of<br />

P (either directly or through the solution of the original PDE). For any<br />

suitably smooth positive monitor function the equation has a unique solution,<br />

which is a convex function. Linearization of the equation shows that<br />

it is elliptic in the space of convex functions. The Monge–Ampère equation<br />

arises from prescribing the product of the eigenvalues (the determinant) of<br />

the Jacobian matrix of a gradient mapping. If we prescribe the sum of the<br />

eigenvalues (the trace) then we obtain a standard Poisson equation. For the<br />

Poisson equation, multigrid methods can find the solution of a discretization<br />

on a grid <strong>with</strong> O(N) unknowns using O(N) operations. Methods for<br />

solving the Monge–Ampère equation aim to obtain the same computational<br />

complexity.<br />

Oliker and Prussner (1988) propose a specially designed discretization<br />

and iterative method which explicitly preserve the convexity of the iterates.<br />

Benamou and Brenier (2000) transform the Monge–Ampère equation<br />

into a time-dependent fluid mechanics problem, which is solved using an<br />

iterative method based on an augmented Lagrangian approach. Dean and<br />

Glowinski (2003, 2004) propose finite element discretizations based on an

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